KrakenEx.jl

Julia Package to interact with the Kraken Cryptocurrency Exchange API for both Spot and Futures, REST and Websocket endpoints.
Author btschwertfeger
Popularity
2 Stars
Updated Last
11 Months Ago
Started In
December 2022

Futures and Spot Websocket and REST API Julia SDK for the Kraken Cryptocurrency Exchange ๐Ÿ™

GitHub License: GPL v3 Generic badge version

CI Documentation pkgeval

Julia Doc stableDocs devDocs DOI

โš ๏ธ This is an unofficial collection of REST and websocket clients for Spot and Futures trading on the Kraken cryptocurrency exchange using Julia. Payward Ltd. and Kraken are in no way associated with the authors of this module and documentation.

Documentation: https://btschwertfeger.github.io/KrakenEx.jl/stable/

This project is based on the python-kraken-sdk.


๐Ÿ“Œ Disclaimer

There is no guarantee that this software will work flawlessly at this or later times. Of course, no responsibility is taken for possible profits or losses. This software probably has some errors in it, so use it at your own risk. Also no one should be motivated or tempted to invest assets in speculative forms of investment. By using this software you release the author(s) from any liability regarding the use of this software.


Features

Clients:

  • Spot REST Clients
  • Spot Websocket Client
  • Futures REST Clients
  • Futures Websocket Client

General:

  • access both public and private endpoints
  • responsive error handling and custom exceptions
  • tested using unit tests (see test/*)
  • extensive example scripts (see /examples)

Table of Contents


๐Ÿ›  Installation and setup

1. Install the Julia Package:

using Pkg; Pkg.add("KrakenEx")

2. Register at Kraken and generate API Keys:

3. Start using the provided example scripts

4. Error handling

If any unexpected behavior occurs, please check your API permissions, rate limits, update the KrakenEx.jl SDK, see the Troubleshooting section, and if the error persits please open an issue.


๐Ÿ“ Spot Client Example Usage

Spot REST API

... can be found in /examples/spot_rest_examples.jl

using KrakenEx: SpotBaseRESTAPI

using KrakenEx.SpotMarketModule
using KrakenEx.SpotUserModule
using KrakenEx.SpotTradeModule
using KrakenEx.SpotFundingModule
using KrakenEx.SpotStakingModule
# you can also import all specific functions separate like shown in `/examples/spot_rest_examples.jl`

function main()
    key = "Kraken-public-key"
    secret = "Kraken-secret-key"

    client = SpotBaseRESTAPI() # public client
    private_client = SpotBaseRESTAPI(
        key=key,
        secret=secret
    ) # authenticated client

    #===== User Endpoints =====#
    println(get_account_balance(private_client))
    println(get_open_orders(private_client))
    # ...

    #===== Market Endpoints =====#
    println(get_assets(client))
    println(get_tradable_asset_pair(client, pair=["XBTUSD", "DOTUSD"]))
    println(get_ticker(client, pair="DOTUSD"))
    # ...

    #===== Trade Endpoints =====#
    println(
        create_order(
            private_client,
            ordertype="limit",
            side="buy",
            volume=1,
            pair="XBTUSD",
            price="10",
            oflags="post",
            validate=true
        )
    )
    # ...

    #===== Funding Endpoints =====#
    println(get_deposit_methods(private_client, asset="DOT"))
    println(get_deposit_address(private_client, asset="DOT", method="Polkadot"))
    # ...

    #===== Staking Endpoints =====#
    println(list_stakeable_assets(private_client))
    println(stake_asset(
        private_client, asset="DOT", amount=20000, method="polkadot-staked"
    ))
    # ...
end

main()

Websockets

... can be found in /examples/spot_websocket_example.jl

using KrakenEx
using KrakenEx.SpotWebSocketModule:
    SpotWebSocketClient,
    connect,
    subscribe, unsubscribe

function main()
    key = "Kraken-public-key"
    secret = "Kraken-secret-key"

    ws_client = SpotWebSocketClient(key, secret)

    function on_message(msg::Union{Dict{String,Any},String})
        println(msg)
        # implement your strategy here....

        #=
            Dont forget that you can also access public rest endpoints here.
            If the `ws_client` instance is authenticated, you can also
            use private endpoints:

        KrakenEx.SpotMarketModule.cancel_order(
            ws_client.rest_client,
            txid="XXXXXX-XXXXXX-XXXXXX"
        )
        =#
    end

    # the conn will create a public and a private websocket connection
    con = @async connect(ws_client, callback=on_message, private=true)

    #== Subscribe to public and private websocket feeds ==#
    subscribe(
        client=ws_client,
        subscription=Dict{String,Any}("name" => "ticker"),
        pairs=["XBT/USD", "DOT/USD"]
    )

    subscribe(
        client=ws_client,
        subscription=Dict{String,Any}("name" => "ownTrades")
    )

    # wait before unsubscribe is done ...
    sleep(2)

    #== Unsubscribe from public and private websocket feeds ==#
    # unsubscribe(
    #     client=ws_client,
    #     subscription=Dict{String,Any}("name" => "ticker"),
    #     pairs=["XBT/USD", "DOT/USD"]
    # )
    # unsubscribe(
    #     client=ws_client,
    #     subscription=Dict{String,Any}("name" => "ownTrades")
    # )

    # to cancel a connection you can use:
    # ws_client.cancel_private_connection = true
    # ws_client.cancel_public_connection = true

    wait(con)
end

main()

๐Ÿ“ Futures Client Example Usage

Kraken provides a sandbox environment at https://demo-futures.kraken.com for paper trading. When using this API keys you have to set the DEMO parameter to true when instantiating the respecitve client.

Futures REST API

The following example can be found in /examples/futures_rest_examples.jl.

using KrakenEx: FuturesBaseRESTAPI

using KrakenEx.FuturesMarketModule
using KrakenEx.FuturesUserModule
using KrakenEx.FuturesTradeModule
using KrakenEx.FuturesFundingModule

function main()

    # private clients can also access public endpoints
    private_client = FuturesBaseRESTAPI(
        key="Kraken-public-key",
        secret="Kraken-secret-key"
    )

    # sandbox_client = FuturesBaseRESTAPI(
    #     API_KEY=key,
    #     SECRET_KEY=secret,
    #     DEMO=true
    # )

    #==== User Endpoints ====#
    println(get_wallets(private_client))
    println(get_open_orders(private_client))
    log = get_account_log_csv(client)
    open("myAccountLog.csv", "w") do io
        write(io, log)
    end
    # ...

    #==== Market Endpoints ====#
    println(get_ohlc(private_client,
        tick_type="trade",
        symbol="PI_XBTUSD",
        resolution="1m",
        from=1668989233,
        to=1668999233
    ))
    # ...

    #==== Trade Endpoints ====#
    println(create_order(private_client,
        orderType="lmt",
        side="buy",
        size=1,
        limitPrice=4,
        symbol="pf_bchusd",
    ))

    println(create_batch_order(client, batchorder_list=[
        Dict{String,Any}(
            "order" => "send",
            "order_tag" => "1",
            "orderType" => "lmt",
            "symbol" => "PI_XBTUSD",
            "side" => "buy",
            "size" => 1,
            "limitPrice" => 1.00,
            "cliOrdId" => "my-another-client-id"
        ),
        Dict{String,Any}(
            "order" => "send",
            "order_tag" => "2",
            "orderType" => "stp",
            "symbol" => "PI_XBTUSD",
            "side" => "buy",
            "size" => 1,
            "limitPrice" => 2.00,
            "stopPrice" => 3.00,
        ),
        Dict{String,Any}(
            "order" => "send",
            "order_tag" => "2",
            "orderType" => "stp",
            "symbol" => "PI_XBTUSD",
            "side" => "buy",
            "size" => 1,
            "limitPrice" => 2.00,
            "stopPrice" => 3.00,
        ),
        Dict{String,Any}(
            "order" => "cancel",
            "order_id" => "e35d61dd-8a30-4d5f-a574-b5593ef0c050",
        ),
        Dict{String,Any}(
            "order" => "cancel",
            "cliOrdId" => "my_client_id1234"
        )
    ]))

    println(cancel_all_orders(private_client))
    # ...

    #==== Funding Endpoints ====#
    println(get_historical_funding_rates(private_client, symbol="PI_XBTUSD"))
    # ...
end

main()

Futures Websocket Client

The following example can be found in /examples/futures_websocket_example.jl.

using KrakenEx
using .KrakenEx.FuturesWebSocketModule:
    FuturesWebSocketClient,
    connect,
    subscribe, unsubscribe

function main()
    key = "Kraken-public-key"
    secret = "Kraken-secret-key"
    ws_client = FuturesWebSocketClient(key, secret)

    function on_message(msg::Union{Dict{String,Any},String})
        println(msg)
        # implement your strategy here....

        #=
            Dont forget that you can also access public rest endpoints here.
            If the `ws_client` instance is authenticated, you can also
            use private endpoints:

        KrakenEx.FuturesMarketModule.cancel_order(
            ws_client.rest_client,
            txid="XXXXXX-XXXXXX-XXXXXX"
        )
        =#
    end

    #=
     `connect` can establish a private and a public connection at the same time.
     You can turn off either the private or the public connection
      using `private=false` or `public=false`.
    =#
    con = @async connect(ws_client, callback=on_message, private=true)

    #== Subscribe to public and private websocket feeds ==#

    # public feeds
    products::Vector{String} = ["PI_XBTUSD", "PF_SOLUSD"]
    subscribe(client=ws_client, feed="ticker", products=products)
    # subscribe(client=ws_client, feed="ticker", products=products)
    # subscribe(client=ws_client, feed="book", products=products)
    # subscribe(client=ws_client, feed="trade", products=products)
    # subscribe(client=ws_client, feed="ticker_lite", products=products)
    # subscribe(client=ws_client, feed="heartbeat")
    # ...

    # private feeds
    subscribe(client=ws_client, feed="fills")
    # subscribe(client=ws_client, feed="open_positions")
    subscribe(client=ws_client, feed="open_orders")
    # subscribe(client=ws_client, feed="open_orders_verbose")
    # subscribe(client=ws_client, feed="deposits_withdrawals")
    # subscribe(client=ws_client, feed="account_balances_and_margins")
    # subscribe(client=ws_client, feed="balances")
    # subscribe(client=ws_client, feed="account_log")
    # subscribe(client=ws_client, feed="notifications_auth")
    # ...

    # wait before unsubscribe is done ...
    sleep(2)

    #== Unsubscribe from public and private websocket feeds ==#
    unsubscribe(client=ws_client, feed="ticker", products=["PF_SOLUSD"])
    # unsubscribe(client=ws_client, feed="ticker", products=["PF_XBTUSD"])
    # unsubscribe(client=ws_client, feed="fills")
    # unsubscribe(client=ws_client, feed="open_orders")
    # ...

    # to cancel a connection you can use:
    # ws_client.cancel_private_connection = true
    # ws_client.cancel_public_connection = true
    # ...

    wait(con)
end

main()

Note: Authenticated Futures websocket clients can also un/subscribe from/to public feeds.


๐Ÿ“ Base Clients Documentation

KrakenEx

Type Documentation
SpotBaseRESTAPI Base client for all Spot REST endpoints
FuturesBaseRESTAPI Base client for all Futures REST endpoints

๐Ÿ“– Spot Client Documentation

SpotUserModule

KrakenEx.SpotUserModule

Method Documentation
get_account_balance https://docs.kraken.com/rest/#operation/getAccountBalance
get_trade_balance https://docs.kraken.com/rest/#operation/getTradeBalance
get_open_orders https://docs.kraken.com/rest/#operation/getOpenOrders
get_closed_orders https://docs.kraken.com/rest/#operation/getClosedOrders
get_orders_info https://docs.kraken.com/rest/#operation/getOrdersInfo
get_trades_history https://docs.kraken.com/rest/#operation/getTradeHistory
get_trades_info https://docs.kraken.com/rest/#operation/getTradesInfo
get_open_positions https://docs.kraken.com/rest/#operation/getOpenPositions
get_ledgers_info https://docs.kraken.com/rest/#operation/getLedgers
get_ledgers https://docs.kraken.com/rest/#operation/getLedgersInfo
get_trade_volume https://docs.kraken.com/rest/#operation/getTradeVolume
request_export_report https://docs.kraken.com/rest/#operation/addExport
get_export_report_status https://docs.kraken.com/rest/#operation/exportStatus
retrieve_export https://docs.kraken.com/rest/#operation/retrieveExport
delete_export_report https://docs.kraken.com/rest/#operation/removeExport

SpotTradeModule

KrakenEx.SpotTradeModule

Method Documentation
create_order https://docs.kraken.com/rest/#operation/addOrder
create_order_batch https://docs.kraken.com/rest/#operation/addOrderBatch
edit_order https://docs.kraken.com/rest/#operation/editOrder
cancel_order https://docs.kraken.com/rest/#operation/cancelOrder
cancel_all_orders https://docs.kraken.com/rest/#operation/cancelAllOrders
cancel_all_orders_after_x https://docs.kraken.com/rest/#operation/cancelAllOrdersAfter
cancel_order_batch https://docs.kraken.com/rest/#operation/cancelOrderBatch

SpotMarketModule

KrakenEx.SpotMarketModule

Method Documentation
get_assets https://docs.kraken.com/rest/#operation/getAssetInfo
get_tradable_asset_pair https://docs.kraken.com/rest/#operation/getTradableAssetPairs
get_ticker https://docs.kraken.com/rest/#operation/getTickerInformation
get_ohlc https://docs.kraken.com/rest/#operation/getOHLCData
get_order_book https://docs.kraken.com/rest/#operation/getOrderBook
get_recent_trades https://docs.kraken.com/rest/#operation/getRecentTrades
get_recent_spreads https://docs.kraken.com/rest/#operation/getRecentSpreads
get_system_status checks if Kraken is online

SpotFundingModule

KrakenEx.SpotFundingModule

Method Documentation
get_deposit_methods https://docs.kraken.com/rest/#operation/getDepositMethods
get_deposit_address https://docs.kraken.com/rest/#operation/getDepositAddresses
get_recent_deposits_status https://docs.kraken.com/rest/#operation/getStatusRecentDeposits
get_withdrawal_info https://docs.kraken.com/rest/#operation/getWithdrawalInformation
withdraw_funds https://docs.kraken.com/rest/#operation/withdrawFund
get_recent_withdraw_status https://docs.kraken.com/rest/#operation/getStatusRecentWithdrawals
cancel_withdraw https://docs.kraken.com/rest/#operation/cancelWithdrawal
wallet_transfer https://docs.kraken.com/rest/#operation/walletTransfer

SpotStakingModule

KrakenEx.SpotStakingModule

Method Documentation
stake_asset https://docs.kraken.com/rest/#operation/stake
unstake_asset https://docs.kraken.com/rest/#operation/unstake
list_stakeable_assets https://docs.kraken.com/rest/#operation/getStakingAssetInfo
get_pending_staking_transactions https://docs.kraken.com/rest/#operation/getStakingPendingDeposits
list_staking_transactions https://docs.kraken.com/rest/#operation/getStakingTransactions

SpotWebSocketModule

KrakenEx.SpotWebSocketModule

Method Documentation
SpotWebSocketClient structure to store data - this is needed for the connect function below.
connect Can create a public and private websoket connection.
subscribe https://docs.kraken.com/websockets/#message-subscribe
unsubscribe https://docs.kraken.com/websockets/#message-unsubscribe
create_order https://docs.kraken.com/websockets/#message-addOrder
edit_order https://docs.kraken.com/websockets/#message-editOrder
cancel_order https://docs.kraken.com/websockets/#message-cancelOrder
cancel_all_orders https://docs.kraken.com/websockets/#message-cancelAll
cancel_all_orders_after https://docs.kraken.com/websockets/#message-cancelAllOrdersAfter

๐Ÿ“– Futures Client Documentation

FuturesUserModule

KrakenEx.FuturesUserModule

Method Documentation
get_wallets https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-wallets
get_open_orders https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-open-orders
get_open_positions https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-open-positions
get_subaccounts https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-subaccounts
get_unwindqueue https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-position-percentile-of-unwind-queue
get_notificatios https://docs.futures.kraken.com/#http-api-trading-v3-api-general-get-notifications
get_account_log https://docs.futures.kraken.com/#http-api-history-account-log
get_account_log_csv https://docs.futures.kraken.com/#http-api-history-account-log-get-recent-account-log-csv

FuturesTradeModule

KrakenEx.FuturesTradeModule

Method Documentation
get_fills https://docs.futures.kraken.com/#http-api-trading-v3-api-historical-data-get-your-fills
create_batch_order https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-batch-order-management
cancel_all_orders https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-cancel-all-orders
dead_mans_switch https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-dead-man-39-s-switch
cancel_order https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-cancel-order
edit_order https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-edit-order
get_orders_status https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-get-the-current-status-for-specific-orders
create_order https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-send-order

FuturesMarketModule

KrakenEx.FuturesMarketModule

Method Documentation
get_ohlc https://docs.futures.kraken.com/#http-api-charts-ohlc-get-ohlc
get_tick_types https://docs.futures.kraken.com/#http-api-charts-ohlc-get-tick-types
get_tradeable_products https://docs.futures.kraken.com/#http-api-charts-ohlc-get-tradeable-products
get_resolutions https://docs.futures.kraken.com/#http-api-charts-ohlc-get-resolutions
get_fee_schedules https://docs.futures.kraken.com/#http-api-trading-v3-api-fee-schedules-get-fee-schedules
get_fee_schedules_vol https://docs.futures.kraken.com/#http-api-trading-v3-api-fee-schedules-get-fee-schedule-volumes
get_orderbook https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-orderbook
get_tickers https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-tickers
get_instruments https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instruments
get_instruments_status https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instrument-status-list and https://docs.futures.kraken.com#http-api-trading-v3-api-instrument-details-get-instrument-status
get_trade_history https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-trade-history
get_leverage_preference https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-get-the-leverage-setting-for-a-market
set_leverage_preference https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-set-the-leverage-setting-for-a-market
get_pnl_preference https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-get-pnl-currency-preference-for-a-market
set_pnl_preference https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-set-pnl-currency-preference-for-a-market
get_execution_events https://docs.futures.kraken.com/#http-api-history-market-history-get-execution-events
get_public_execution_events https://docs.futures.kraken.com/#http-api-history-market-history-get-public-execution-events and https://support.kraken.com/hc/en-us/articles/4401755685268-Market-History-Executions
get_public_order_events https://docs.futures.kraken.com/#http-api-history-market-history-get-public-order-events and https://support.kraken.com/hc/en-us/articles/4401755906452-Market-History-Orders
get_public_mark_price_events https://docs.futures.kraken.com/#http-api-history-market-history-get-public-mark-price-events and https://support.kraken.com/hc/en-us/articles/4401748276116-Market-History-Mark-Price
get_order_events https://docs.futures.kraken.com/#http-api-history-market-history-get-order-events
get_trigger_events https://docs.futures.kraken.com/#http-api-history-market-history-get-trigger-events

FuturesFundingModule

KrakenEx.FuturesFundingModule

Method Documentation
get_historical_funding_rates https://docs.futures.kraken.com/#http-api-trading-v3-api-historical-funding-rates-historicalfundingrates
initiate_wallet_transfer https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-wallet-transfer
initiate_subccount_transfer https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-sub-account-transfer
initiate_withdrawal_to_spot_wallet https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-withdrawal-to-spot-wallet

FuturesWebSocketModule

KrakenEx.FuturesWebSocketModule

Method Documentation
FuturesWebSocketClient structure which is needed to use the connect function below.
subscribe subscribe to a feed
unsubscribe unsubscribe from a feed
connect function to establish websock connections

๐Ÿšจ Troubleshooting

  • Check if your version of KrakenEx.jl version is the newest.
  • Check the permissions of your API keys and the required permissions on the respective endpoints.
  • If you get some cloudflare or rate limit errors, please check your Kraken Tier level and maybe apply for a higher rank if required.
  • Use different API keys for different algorithms, because the nonce calculation is based on timestamps and a sent nonce must always be the highest nonce ever sent of that API key. Having multiple algorithms using the same keys will result in invalid nonce errors.

๐Ÿ“ Notes:

  • Coding standards are not always followed to make arguments and function names as similar as possible to those in the Kraken API documentations.

  • When calling endpoints for examlpe the futures funding endpoint and you submit spaces, braces,... in strings like " )|] " a KrakenAuthenticationError will be raised.

๐Ÿ”ญ References


Used By Packages

No packages found.